5
H index
5
i10 index
156
Citations
Mateusz Pipień : Citation Profile
Uniwersytet Ekonomiczny w Krakowie | RESEARCH PRODUCTION: 21 Articles 18 Papers 8 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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20 years (2004 - 2024). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Mateusz Pipień. | Is cited by:
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Main data
Where Mateusz Pipień has published?
| Journals with more than one article published | # docs |
|---|---|
| Central European Journal of Economic Modelling and Econometrics | 6 |
| Dynamic Econometric Models | 5 |
| Bank i Kredyt | 2 |
| Equilibrium. Quarterly Journal of Economics and Economic Policy | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| NBP Working Papers / Narodowy Bank Polski | 7 |
| Faculty of Management Working Paper Series / University of Warsaw, Faculty of Management | 6 |
| MPRA Paper / University Library of Munich, Germany | 2 |
| Working Papers / Institute of Economic Research | 2 |
Recent works citing Mateusz Pipień (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | A new GARCH model with a deterministic time-varying intercept. (2024). Teräsvirta, Timo ; Terasvirta, Timo ; Back, Alexander ; Ahlgren, Niklas. In: Papers. RePEc:arx:papers:2410.03239. Full description at Econpapers || Download paper |
| 2025 | Monetary policy and welfare redistribution in Poland. (2025). National Bank of Poland, . In: BIS Papers chapters. RePEc:bis:bisbpc:157-17. Full description at Econpapers || Download paper |
| 2025 | How does monetary policy shock affect banks loan loss provisioning behavior? Evidence from Chinese commercial banks. (2025). Lan, Huanqi ; Ma, Yong. In: China Economic Review. RePEc:eee:chieco:v:91:y:2025:i:c:s1043951x25000537. Full description at Econpapers || Download paper |
| 2025 | Microdata-based output gap estimation using business tendency surveys. (2025). Ulrichs, Magdalena ; Grajski, Mariusz ; Baej, Mirosaw. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:174:y:2025:i:c:s016518892500034x. Full description at Econpapers || Download paper |
| 2024 | Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model. (2024). Teräsvirta, Timo ; Terasvirta, Timo ; Silvennoinen, Annastiina. In: Econometrics and Statistics. RePEc:eee:ecosta:v:32:y:2024:i:c:p:57-72. Full description at Econpapers || Download paper |
| 2024 | Inflation returns. Revisiting the role of external and domestic shocks with Bayesian structural VAR. (2024). Szafranek, Karol ; Szafraski, Grzegorz ; Leszczyska-Paczesna, Agnieszka. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:789-810. Full description at Econpapers || Download paper |
| 2025 | Loan loss provisions of European banks â Does macroprudential tightening matter?. (2025). SkaÅa, Dorota ; Godlewski, Christophe ; Skaa, Dorota ; Roszkowska, Sylwia ; Olszak, Magorzata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pb:s0275531924004355. Full description at Econpapers || Download paper |
| 2024 | Doubly multiplicative error models with long- and short-run components. (2024). Gallo, Giampiero ; Amendola, Alessandra ; Candila, V ; Cipollini, F. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:91:y:2024:i:c:s0038012123002768. Full description at Econpapers || Download paper |
| 2024 | Trends, Transfers and Convergence, The impact of financial allocations to the Eastern member states of the European Union in the last two decades. (2024). Lakocai, Csaba ; Kerenyi, Adam. In: IWE Working Papers. RePEc:iwe:workpr:274. Full description at Econpapers || Download paper |
| 2025 | The credit cycle does exist. (2025). Kapuciski, Mariusz. In: Bank i Kredyt. RePEc:nbp:nbpbik:v:56:y:2025:i:3:p:361-380. Full description at Econpapers || Download paper |
| 2025 | A global snapshot on the cyclicality of provisions: unveiling IFRS 9âs impact. (2025). Mooneeapen, Oren ; de Jager, Phillip. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:26:y:2025:i:3:d:10.1057_s41261-025-00274-1. Full description at Econpapers || Download paper |
Works by Mateusz Pipień:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2004 | Bayesian Pricing of an European Call Option Using a GARCH Model with Asymmetries In: FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making. [Full Text][Citation analysis] | chapter | 0 |
| 2005 | Bayesian Analysis of Dynamic Conditional Correlation Using Bivariate GARCH Models In: FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making. [Full Text][Citation analysis] | chapter | 0 |
| 2005 | Dynamic Bayesian Inference in GARCH Processes with Skewed-t and Stable Conditional Distributions In: FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making. [Full Text][Citation analysis] | chapter | 0 |
| 2006 | Bayes Factors for Bivariate GARCH and SV Models In: FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making. [Full Text][Citation analysis] | chapter | 1 |
| 2006 | Application of Bayesian Inference in Value-at-Risk Forecasting with the Use of Conditionally Asymmetric and Fat-Tailed GARCH Models In: FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making. [Full Text][Citation analysis] | chapter | 0 |
| 2007 | Bayesian Comparison of GARCH Processes with Asymmetric and Heavy Tailed Conditional Distributions In: FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making. [Full Text][Citation analysis] | chapter | 0 |
| 2009 | The Impact of Conditional Skewness Assumption on the Relation between Risk and Return. Bayesian Analysis for WIG Data In: FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making. [Full Text][Citation analysis] | chapter | 0 |
| 2010 | A Coordinate Free Conditional Distributions in Multivariate GARCH Models In: FindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making. [Full Text][Citation analysis] | chapter | 0 |
| 2017 | The Heterogeneity of Convergence in Transition Countries In: Lodz Economics Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2019 | The heterogeneity of convergence in transition countries.(2019) In: Post-Communist Economies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2018 | Time-varying asymmetry and tail thickness in long series of daily financial returns In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2017 | Forecasting EUR/PLN Exchange Rate: the Role of Purchasing Power Parity Hypothesis in ESTVEC Models In: Dynamic Econometric Models. [Full Text][Citation analysis] | article | 0 |
| 2004 | Bayesian Comparison of Bivariate GARCH Processes in the Presence of an Exogenous Variable In: Dynamic Econometric Models. [Full Text][Citation analysis] | article | 1 |
| 2006 | The Predictive Value at Risk and Capital Requirements for Market Risk. The case of PLN/USD Exchange Rate In: Dynamic Econometric Models. [Full Text][Citation analysis] | article | 0 |
| 2006 | Bayesian Analysis of Main Bivariate GARCH and SV Models for PLN/USD and PLN/DEM (1966-2001) In: Dynamic Econometric Models. [Full Text][Citation analysis] | article | 1 |
| 2008 | On the Use of the Family of Beta Distribution in Testing Tradeoff Between Risk and Return. Bayesian Analysis for WIG Excess Returns In: Dynamic Econometric Models. [Full Text][Citation analysis] | article | 0 |
| 2004 | Bayesian comparison of bivariate ARCH-type models for the main exchange rates in Poland In: Journal of Econometrics. [Full Text][Citation analysis] | article | 24 |
| 2017 | What Drives Heterogeneity of Cyclicality of Loan-Loss Provisions in the EU? In: Journal of Financial Services Research. [Full Text][Citation analysis] | article | 44 |
| 2018 | Returns to skills and work experience in Europe. Same or different? In: Bank i Kredyt. [Full Text][Citation analysis] | article | 0 |
| 2024 | Does the credit cycle exist? Policy recommendations based on empirical analyses of the Polish banking sector In: Bank i Kredyt. [Full Text][Citation analysis] | article | 1 |
| 2012 | Almost periodically correlated time series in business fluctuations analysis In: NBP Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2012 | On the empirical importance of periodicity in the volatility of financial time series In: NBP Working Papers. [Full Text][Citation analysis] | paper | 20 |
| 2013 | Orthogonal Transformation of Coordinates in Copula M-GARCH Models â Bayesian analysis for WIG20 spot and futures returns In: NBP Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Quarterly estimates of regional GDP in Poland â application of statistical inference of functions of parameters In: NBP Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Returns to skills in Europe â¬â same or different? The empirical importance of the systems of regressions approach In: NBP Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Optimal level of capital in the Polish banking sector In: NBP Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Monetary policy transmission mechanism in Poland What do we know in 2023? In: NBP Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2016 | THE IMPACT OF CAPITAL RATIO ON LENDING OF EU BANKS â THE ROLE OF BANK SPECIALIZATION AND CAPITALIZATION In: Equilibrium. Quarterly Journal of Economics and Economic Policy. [Full Text][Citation analysis] | article | 0 |
| 2015 | The impact of capital ratio on lending of EU banks ââ¬â the role of bank specialization and capitalization.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2016 | STATISTICAL ANALYSIS OF BUSINESS CYCLE FLUCTUATIONS IN POLAND BEFORE AND AFTER THE CRISIS In: Equilibrium. Quarterly Journal of Economics and Economic Policy. [Full Text][Citation analysis] | article | 2 |
| 2015 | Statistical analysis of business cycle fluctuations in Poland before and after the crisis.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2013 | Cross Country Linkages as Determinants of Procyclicality of Loan Loss Provisions â Empirical Importance of SURE Specification In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Cross country linkages as determinants of procyclicality of loan loss provisions â empirical importance of SURE specification.(2013) In: Faculty of Management Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2014 | What drives heterogeneity of loan loss provisionsâ procyclicality in the EU? In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2018 | The Impact of Capital on Lending in Economic Downturns and Investor Protection ââ¬â the Case of Large EU Banks In: Central European Journal of Economic Modelling and Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2015 | THE IMPACT OF CAPITAL ON LENDING IN ECONOMIC DOWNTURNS AND INVESTOR PROTECTION â THE CASE OF LARGE EU BANKS.(2015) In: Faculty of Management Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2022 | On the Role of Portfolio Indicators of the Capital Flows in the Convergence Processes â An Application of Systems of Regression Equations in the Case of Selected CEE Countries In: Central European Journal of Economic Modelling and Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2012 | On the Empirical Importance of Periodicity in the Volatility of Financial Returns - Time Varying GARCH as a Second Order APC(2) Process In: Central European Journal of Economic Modelling and Econometrics. [Full Text][Citation analysis] | article | 22 |
| 2013 | Seasonality Revisited - Statistical Testing for Almost Periodically Correlated Stochastic Processes In: Central European Journal of Economic Modelling and Econometrics. [Full Text][Citation analysis] | article | 5 |
| 2015 | Empirical Properties of the Credit and Equity Cycle within Almost Periodically Correlated Stochastic Processes - the Case of Poland, UK and USA In: Central European Journal of Economic Modelling and Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Non-Parametric Test for the Existence of the Common Deterministic Cycle: The Case of the Selected European Countries In: Central European Journal of Economic Modelling and Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2015 | Szacunki kwartalnego PKB w polskich województwach In: Gospodarka Narodowa. The Polish Journal of Economics. [Full Text][Citation analysis] | article | 2 |
| 2014 | What drives heterogeneity of procyclicality of loan loss provisions in the EU? In: Faculty of Management Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2015 | Do regulations and supervision shape the capital crunch effect of large banks in the EU? In: Faculty of Management Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2014 | The effects of capital on bank lending in large EU banks â the role of procyclicality, income smoothing, regulations and supervision. In: Faculty of Management Working Paper Series. [Full Text][Citation analysis] | paper | 11 |
| 2015 | The impact of capital on lending in publicly-traded and privately- held banks in the EU In: Faculty of Management Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Cross-country linkages as determinants of procyclicality of loan loss provisions In: The European Journal of Finance. [Full Text][Citation analysis] | article | 5 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team